JP Morgan Put 25 ERJ 17.01.2025
/ DE000JK97HK5
JP Morgan Put 25 ERJ 17.01.2025/ DE000JK97HK5 /
| 11/15/2024 11:58:19 AM |
Chg.+0.001 |
Bid4:48:48 PM |
Ask4:48:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
+5.26% |
0.018
Bid Size: 20,000 |
0.098
Ask Size: 20,000 |
Embraer SA |
25.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JK97HK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Embraer SA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/20/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.39 |
| Parity: |
-1.25 |
| Time value: |
0.17 |
| Break-even: |
22.04 |
| Moneyness: |
0.65 |
| Premium: |
0.39 |
| Premium p.a.: |
5.81 |
| Spread abs.: |
0.15 |
| Spread %: |
750.00% |
| Delta: |
-0.14 |
| Theta: |
-0.03 |
| Omega: |
-2.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.019 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-60.00% |
| 3 Months |
|
|
-81.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.019 |
0.014 |
| 1M High / 1M Low: |
0.057 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.017 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
